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[--[65.84.65.76]--]
BPCL
Bharat Petroleum Corp Lt

289.05 -5.50 (-1.87%)

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Historical option data for BPCL

20 Dec 2024 04:12 PM IST
BPCL 26DEC2024 300 CE
Delta: 0.15
Vega: 0.09
Theta: -0.20
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 289.05 0.75 -1.60 26.71 11,281 -322 3,010
19 Dec 294.55 2.35 0.90 27.36 12,434 201 3,321
18 Dec 288.30 1.45 -1.25 29.37 3,397 -7 3,127
17 Dec 293.00 2.7 -1.85 27.80 4,852 506 3,172
16 Dec 297.95 4.55 -2.30 25.96 7,872 674 2,666
13 Dec 301.70 6.85 -0.65 23.28 6,291 30 1,995
12 Dec 302.15 7.5 -2.90 25.31 2,091 73 1,954
11 Dec 307.45 10.4 1.70 21.64 3,387 -533 1,883
10 Dec 303.50 8.7 -0.15 25.12 3,707 -215 2,425
9 Dec 303.45 8.85 0.90 24.65 4,079 -210 2,658
6 Dec 300.35 7.95 1.40 23.81 10,312 -1,331 2,868
5 Dec 297.00 6.55 0.15 25.44 5,214 -190 4,187
4 Dec 293.65 6.4 -0.35 28.73 8,830 1,345 4,378
3 Dec 294.25 6.75 -1.05 28.43 3,515 520 3,039
2 Dec 294.15 7.8 0.55 29.22 3,092 354 2,553
29 Nov 292.10 7.25 -0.35 30.19 3,289 158 2,206
28 Nov 290.95 7.6 -1.40 30.92 4,032 544 2,054
27 Nov 293.45 9 -0.35 32.93 1,652 289 1,529
26 Nov 293.85 9.35 -1.15 32.83 2,347 608 1,238
25 Nov 296.55 10.5 4.85 30.61 2,587 284 625
22 Nov 285.85 5.65 0.35 29.03 798 207 548
21 Nov 282.40 5.3 -2.05 30.97 432 135 343
20 Nov 287.50 7.35 0.00 31.14 306 63 206
19 Nov 287.50 7.35 -0.75 31.14 306 61 206
18 Nov 289.20 8.1 -4.15 29.46 193 49 146
14 Nov 298.20 12.25 -9.60 28.38 95 34 97
13 Nov 305.85 21.85 0.00 0.00 0 -1 0
12 Nov 309.80 21.85 1.75 34.25 3 0 64
11 Nov 312.55 20.1 1.80 22.91 21 14 64
8 Nov 310.45 18.3 -6.15 22.38 8 1 50
7 Nov 315.00 24.45 0.05 28.50 19 2 50
6 Nov 317.00 24.4 6.00 24.30 17 3 48
5 Nov 307.95 18.4 -39.35 25.26 27 17 45
31 Oct 310.75 57.75 0.00 - 0 0 0
30 Oct 311.30 57.75 57.75 - 0 0 0
18 Oct 342.50 0 0.00 - 0 0 0
17 Oct 342.70 0 0.00 - 0 0 0
15 Oct 348.75 0 0.00 - 0 0 0
14 Oct 340.75 0 0.00 - 0 0 0
11 Oct 337.65 0 0.00 - 0 0 0
10 Oct 335.45 0 0.00 - 0 0 0
9 Oct 338.85 0 0.00 - 0 0 0
8 Oct 338.00 0 0.00 - 0 0 0
7 Oct 335.00 0 0.00 - 0 0 0
4 Oct 340.25 0 0.00 - 0 0 0
3 Oct 348.85 0 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 300 expiring on 26DEC2024

Delta for 300 CE is 0.15

Historical price for 300 CE is as follows

On 20 Dec BPCL was trading at 289.05. The strike last trading price was 0.75, which was -1.60 lower than the previous day. The implied volatity was 26.71, the open interest changed by -322 which decreased total open position to 3010


On 19 Dec BPCL was trading at 294.55. The strike last trading price was 2.35, which was 0.90 higher than the previous day. The implied volatity was 27.36, the open interest changed by 201 which increased total open position to 3321


On 18 Dec BPCL was trading at 288.30. The strike last trading price was 1.45, which was -1.25 lower than the previous day. The implied volatity was 29.37, the open interest changed by -7 which decreased total open position to 3127


On 17 Dec BPCL was trading at 293.00. The strike last trading price was 2.7, which was -1.85 lower than the previous day. The implied volatity was 27.80, the open interest changed by 506 which increased total open position to 3172


On 16 Dec BPCL was trading at 297.95. The strike last trading price was 4.55, which was -2.30 lower than the previous day. The implied volatity was 25.96, the open interest changed by 674 which increased total open position to 2666


On 13 Dec BPCL was trading at 301.70. The strike last trading price was 6.85, which was -0.65 lower than the previous day. The implied volatity was 23.28, the open interest changed by 30 which increased total open position to 1995


On 12 Dec BPCL was trading at 302.15. The strike last trading price was 7.5, which was -2.90 lower than the previous day. The implied volatity was 25.31, the open interest changed by 73 which increased total open position to 1954


On 11 Dec BPCL was trading at 307.45. The strike last trading price was 10.4, which was 1.70 higher than the previous day. The implied volatity was 21.64, the open interest changed by -533 which decreased total open position to 1883


On 10 Dec BPCL was trading at 303.50. The strike last trading price was 8.7, which was -0.15 lower than the previous day. The implied volatity was 25.12, the open interest changed by -215 which decreased total open position to 2425


On 9 Dec BPCL was trading at 303.45. The strike last trading price was 8.85, which was 0.90 higher than the previous day. The implied volatity was 24.65, the open interest changed by -210 which decreased total open position to 2658


On 6 Dec BPCL was trading at 300.35. The strike last trading price was 7.95, which was 1.40 higher than the previous day. The implied volatity was 23.81, the open interest changed by -1331 which decreased total open position to 2868


On 5 Dec BPCL was trading at 297.00. The strike last trading price was 6.55, which was 0.15 higher than the previous day. The implied volatity was 25.44, the open interest changed by -190 which decreased total open position to 4187


On 4 Dec BPCL was trading at 293.65. The strike last trading price was 6.4, which was -0.35 lower than the previous day. The implied volatity was 28.73, the open interest changed by 1345 which increased total open position to 4378


On 3 Dec BPCL was trading at 294.25. The strike last trading price was 6.75, which was -1.05 lower than the previous day. The implied volatity was 28.43, the open interest changed by 520 which increased total open position to 3039


On 2 Dec BPCL was trading at 294.15. The strike last trading price was 7.8, which was 0.55 higher than the previous day. The implied volatity was 29.22, the open interest changed by 354 which increased total open position to 2553


On 29 Nov BPCL was trading at 292.10. The strike last trading price was 7.25, which was -0.35 lower than the previous day. The implied volatity was 30.19, the open interest changed by 158 which increased total open position to 2206


On 28 Nov BPCL was trading at 290.95. The strike last trading price was 7.6, which was -1.40 lower than the previous day. The implied volatity was 30.92, the open interest changed by 544 which increased total open position to 2054


On 27 Nov BPCL was trading at 293.45. The strike last trading price was 9, which was -0.35 lower than the previous day. The implied volatity was 32.93, the open interest changed by 289 which increased total open position to 1529


On 26 Nov BPCL was trading at 293.85. The strike last trading price was 9.35, which was -1.15 lower than the previous day. The implied volatity was 32.83, the open interest changed by 608 which increased total open position to 1238


On 25 Nov BPCL was trading at 296.55. The strike last trading price was 10.5, which was 4.85 higher than the previous day. The implied volatity was 30.61, the open interest changed by 284 which increased total open position to 625


On 22 Nov BPCL was trading at 285.85. The strike last trading price was 5.65, which was 0.35 higher than the previous day. The implied volatity was 29.03, the open interest changed by 207 which increased total open position to 548


On 21 Nov BPCL was trading at 282.40. The strike last trading price was 5.3, which was -2.05 lower than the previous day. The implied volatity was 30.97, the open interest changed by 135 which increased total open position to 343


On 20 Nov BPCL was trading at 287.50. The strike last trading price was 7.35, which was 0.00 lower than the previous day. The implied volatity was 31.14, the open interest changed by 63 which increased total open position to 206


On 19 Nov BPCL was trading at 287.50. The strike last trading price was 7.35, which was -0.75 lower than the previous day. The implied volatity was 31.14, the open interest changed by 61 which increased total open position to 206


On 18 Nov BPCL was trading at 289.20. The strike last trading price was 8.1, which was -4.15 lower than the previous day. The implied volatity was 29.46, the open interest changed by 49 which increased total open position to 146


On 14 Nov BPCL was trading at 298.20. The strike last trading price was 12.25, which was -9.60 lower than the previous day. The implied volatity was 28.38, the open interest changed by 34 which increased total open position to 97


On 13 Nov BPCL was trading at 305.85. The strike last trading price was 21.85, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by -1 which decreased total open position to 0


On 12 Nov BPCL was trading at 309.80. The strike last trading price was 21.85, which was 1.75 higher than the previous day. The implied volatity was 34.25, the open interest changed by 0 which decreased total open position to 64


On 11 Nov BPCL was trading at 312.55. The strike last trading price was 20.1, which was 1.80 higher than the previous day. The implied volatity was 22.91, the open interest changed by 14 which increased total open position to 64


On 8 Nov BPCL was trading at 310.45. The strike last trading price was 18.3, which was -6.15 lower than the previous day. The implied volatity was 22.38, the open interest changed by 1 which increased total open position to 50


On 7 Nov BPCL was trading at 315.00. The strike last trading price was 24.45, which was 0.05 higher than the previous day. The implied volatity was 28.50, the open interest changed by 2 which increased total open position to 50


On 6 Nov BPCL was trading at 317.00. The strike last trading price was 24.4, which was 6.00 higher than the previous day. The implied volatity was 24.30, the open interest changed by 3 which increased total open position to 48


On 5 Nov BPCL was trading at 307.95. The strike last trading price was 18.4, which was -39.35 lower than the previous day. The implied volatity was 25.26, the open interest changed by 17 which increased total open position to 45


On 31 Oct BPCL was trading at 310.75. The strike last trading price was 57.75, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BPCL was trading at 311.30. The strike last trading price was 57.75, which was 57.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BPCL was trading at 342.50. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BPCL was trading at 342.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BPCL was trading at 348.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BPCL was trading at 340.75. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BPCL was trading at 337.65. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BPCL was trading at 335.45. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BPCL was trading at 338.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BPCL was trading at 338.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BPCL was trading at 335.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BPCL was trading at 340.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BPCL was trading at 348.85. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


BPCL 26DEC2024 300 PE
Delta: -0.79
Vega: 0.11
Theta: -0.24
Gamma: 0.02
Date Close Ltp Change IV Volume Change OI OI
20 Dec 289.05 12.15 4.15 34.32 1,880 -124 810
19 Dec 294.55 8 -3.95 30.22 1,442 -97 937
18 Dec 288.30 11.95 2.85 28.19 668 -78 1,038
17 Dec 293.00 9.1 2.75 30.11 1,272 -11 1,115
16 Dec 297.95 6.35 2.15 29.12 3,751 143 1,134
13 Dec 301.70 4.2 -0.50 24.48 4,147 -81 995
12 Dec 302.15 4.7 1.15 25.74 3,035 -17 1,077
11 Dec 307.45 3.55 -1.95 28.17 2,587 53 1,101
10 Dec 303.50 5.5 0.00 29.69 2,736 -93 1,052
9 Dec 303.45 5.5 -1.55 29.02 2,326 17 1,157
6 Dec 300.35 7.05 -2.05 29.36 4,068 -138 1,146
5 Dec 297.00 9.1 -1.75 29.39 834 43 1,285
4 Dec 293.65 10.85 0.40 29.62 1,157 303 1,239
3 Dec 294.25 10.45 0.10 28.72 532 143 937
2 Dec 294.15 10.35 -2.20 30.26 459 42 791
29 Nov 292.10 12.55 -1.00 30.23 478 41 749
28 Nov 290.95 13.55 0.80 32.62 911 166 707
27 Nov 293.45 12.75 -0.90 31.78 482 47 539
26 Nov 293.85 13.65 2.35 34.64 684 219 492
25 Nov 296.55 11.3 -7.05 32.46 1,123 72 274
22 Nov 285.85 18.35 -2.45 33.56 84 17 219
21 Nov 282.40 20.8 2.60 34.02 169 91 203
20 Nov 287.50 18.2 0.00 34.47 84 16 113
19 Nov 287.50 18.2 1.10 34.47 84 17 113
18 Nov 289.20 17.1 4.50 36.02 53 3 95
14 Nov 298.20 12.6 3.70 33.32 74 4 92
13 Nov 305.85 8.9 1.30 32.40 45 18 85
12 Nov 309.80 7.6 0.70 31.29 25 1 67
11 Nov 312.55 6.9 -2.20 31.85 21 6 65
8 Nov 310.45 9.1 3.10 34.35 44 22 56
7 Nov 315.00 6 0.35 30.10 19 12 35
6 Nov 317.00 5.65 -4.50 30.10 21 16 22
5 Nov 307.95 10.15 2.90 34.32 6 4 4
31 Oct 310.75 7.25 0.00 - 0 0 0
30 Oct 311.30 7.25 0.00 - 0 0 0
18 Oct 342.50 7.25 0.00 - 0 0 0
17 Oct 342.70 7.25 0.00 - 0 0 0
15 Oct 348.75 7.25 0.00 - 0 0 0
14 Oct 340.75 7.25 0.00 - 0 0 0
11 Oct 337.65 7.25 0.00 - 0 0 0
10 Oct 335.45 7.25 0.00 - 0 0 0
9 Oct 338.85 7.25 0.00 - 0 0 0
8 Oct 338.00 7.25 0.00 - 0 0 0
7 Oct 335.00 7.25 0.00 - 0 0 0
4 Oct 340.25 7.25 0.00 - 0 0 0
3 Oct 348.85 7.25 - 0 0 0


For Bharat Petroleum Corp Lt - strike price 300 expiring on 26DEC2024

Delta for 300 PE is -0.79

Historical price for 300 PE is as follows

On 20 Dec BPCL was trading at 289.05. The strike last trading price was 12.15, which was 4.15 higher than the previous day. The implied volatity was 34.32, the open interest changed by -124 which decreased total open position to 810


On 19 Dec BPCL was trading at 294.55. The strike last trading price was 8, which was -3.95 lower than the previous day. The implied volatity was 30.22, the open interest changed by -97 which decreased total open position to 937


On 18 Dec BPCL was trading at 288.30. The strike last trading price was 11.95, which was 2.85 higher than the previous day. The implied volatity was 28.19, the open interest changed by -78 which decreased total open position to 1038


On 17 Dec BPCL was trading at 293.00. The strike last trading price was 9.1, which was 2.75 higher than the previous day. The implied volatity was 30.11, the open interest changed by -11 which decreased total open position to 1115


On 16 Dec BPCL was trading at 297.95. The strike last trading price was 6.35, which was 2.15 higher than the previous day. The implied volatity was 29.12, the open interest changed by 143 which increased total open position to 1134


On 13 Dec BPCL was trading at 301.70. The strike last trading price was 4.2, which was -0.50 lower than the previous day. The implied volatity was 24.48, the open interest changed by -81 which decreased total open position to 995


On 12 Dec BPCL was trading at 302.15. The strike last trading price was 4.7, which was 1.15 higher than the previous day. The implied volatity was 25.74, the open interest changed by -17 which decreased total open position to 1077


On 11 Dec BPCL was trading at 307.45. The strike last trading price was 3.55, which was -1.95 lower than the previous day. The implied volatity was 28.17, the open interest changed by 53 which increased total open position to 1101


On 10 Dec BPCL was trading at 303.50. The strike last trading price was 5.5, which was 0.00 lower than the previous day. The implied volatity was 29.69, the open interest changed by -93 which decreased total open position to 1052


On 9 Dec BPCL was trading at 303.45. The strike last trading price was 5.5, which was -1.55 lower than the previous day. The implied volatity was 29.02, the open interest changed by 17 which increased total open position to 1157


On 6 Dec BPCL was trading at 300.35. The strike last trading price was 7.05, which was -2.05 lower than the previous day. The implied volatity was 29.36, the open interest changed by -138 which decreased total open position to 1146


On 5 Dec BPCL was trading at 297.00. The strike last trading price was 9.1, which was -1.75 lower than the previous day. The implied volatity was 29.39, the open interest changed by 43 which increased total open position to 1285


On 4 Dec BPCL was trading at 293.65. The strike last trading price was 10.85, which was 0.40 higher than the previous day. The implied volatity was 29.62, the open interest changed by 303 which increased total open position to 1239


On 3 Dec BPCL was trading at 294.25. The strike last trading price was 10.45, which was 0.10 higher than the previous day. The implied volatity was 28.72, the open interest changed by 143 which increased total open position to 937


On 2 Dec BPCL was trading at 294.15. The strike last trading price was 10.35, which was -2.20 lower than the previous day. The implied volatity was 30.26, the open interest changed by 42 which increased total open position to 791


On 29 Nov BPCL was trading at 292.10. The strike last trading price was 12.55, which was -1.00 lower than the previous day. The implied volatity was 30.23, the open interest changed by 41 which increased total open position to 749


On 28 Nov BPCL was trading at 290.95. The strike last trading price was 13.55, which was 0.80 higher than the previous day. The implied volatity was 32.62, the open interest changed by 166 which increased total open position to 707


On 27 Nov BPCL was trading at 293.45. The strike last trading price was 12.75, which was -0.90 lower than the previous day. The implied volatity was 31.78, the open interest changed by 47 which increased total open position to 539


On 26 Nov BPCL was trading at 293.85. The strike last trading price was 13.65, which was 2.35 higher than the previous day. The implied volatity was 34.64, the open interest changed by 219 which increased total open position to 492


On 25 Nov BPCL was trading at 296.55. The strike last trading price was 11.3, which was -7.05 lower than the previous day. The implied volatity was 32.46, the open interest changed by 72 which increased total open position to 274


On 22 Nov BPCL was trading at 285.85. The strike last trading price was 18.35, which was -2.45 lower than the previous day. The implied volatity was 33.56, the open interest changed by 17 which increased total open position to 219


On 21 Nov BPCL was trading at 282.40. The strike last trading price was 20.8, which was 2.60 higher than the previous day. The implied volatity was 34.02, the open interest changed by 91 which increased total open position to 203


On 20 Nov BPCL was trading at 287.50. The strike last trading price was 18.2, which was 0.00 lower than the previous day. The implied volatity was 34.47, the open interest changed by 16 which increased total open position to 113


On 19 Nov BPCL was trading at 287.50. The strike last trading price was 18.2, which was 1.10 higher than the previous day. The implied volatity was 34.47, the open interest changed by 17 which increased total open position to 113


On 18 Nov BPCL was trading at 289.20. The strike last trading price was 17.1, which was 4.50 higher than the previous day. The implied volatity was 36.02, the open interest changed by 3 which increased total open position to 95


On 14 Nov BPCL was trading at 298.20. The strike last trading price was 12.6, which was 3.70 higher than the previous day. The implied volatity was 33.32, the open interest changed by 4 which increased total open position to 92


On 13 Nov BPCL was trading at 305.85. The strike last trading price was 8.9, which was 1.30 higher than the previous day. The implied volatity was 32.40, the open interest changed by 18 which increased total open position to 85


On 12 Nov BPCL was trading at 309.80. The strike last trading price was 7.6, which was 0.70 higher than the previous day. The implied volatity was 31.29, the open interest changed by 1 which increased total open position to 67


On 11 Nov BPCL was trading at 312.55. The strike last trading price was 6.9, which was -2.20 lower than the previous day. The implied volatity was 31.85, the open interest changed by 6 which increased total open position to 65


On 8 Nov BPCL was trading at 310.45. The strike last trading price was 9.1, which was 3.10 higher than the previous day. The implied volatity was 34.35, the open interest changed by 22 which increased total open position to 56


On 7 Nov BPCL was trading at 315.00. The strike last trading price was 6, which was 0.35 higher than the previous day. The implied volatity was 30.10, the open interest changed by 12 which increased total open position to 35


On 6 Nov BPCL was trading at 317.00. The strike last trading price was 5.65, which was -4.50 lower than the previous day. The implied volatity was 30.10, the open interest changed by 16 which increased total open position to 22


On 5 Nov BPCL was trading at 307.95. The strike last trading price was 10.15, which was 2.90 higher than the previous day. The implied volatity was 34.32, the open interest changed by 4 which increased total open position to 4


On 31 Oct BPCL was trading at 310.75. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 30 Oct BPCL was trading at 311.30. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 18 Oct BPCL was trading at 342.50. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 17 Oct BPCL was trading at 342.70. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 15 Oct BPCL was trading at 348.75. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 14 Oct BPCL was trading at 340.75. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 11 Oct BPCL was trading at 337.65. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 10 Oct BPCL was trading at 335.45. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 9 Oct BPCL was trading at 338.85. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 8 Oct BPCL was trading at 338.00. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 7 Oct BPCL was trading at 335.00. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 4 Oct BPCL was trading at 340.25. The strike last trading price was 7.25, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to


On 3 Oct BPCL was trading at 348.85. The strike last trading price was 7.25, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to